Wow, that's a HUGE question!!
To get you started, Vajrayana is a part of Mahayana. I don't have a huge amount of experience of the northern schools, so take what I say about them with a pinch of salt

. Vajrayana is a set of intense practices designed to shock the consciousness... to 'induce Nirvana'. The philosophy of Vajrayana is basically the same as Mahayana, in that we all have Buddha-nature, the nature of 'reality', things like that. Zen and Pure Land are two big Mahayana schools. The main aim of Mahayana seems to be attainment of the Bodhisattva ideal... which is different (on the surface) to the Theravada aim.
Theravada, on the other hand, takes its teachings directly from the Pali Canon and commentaries (the oldest recorded Buddhist teachings, much of which is directly attributed to the Buddha). The aim is the attainment of Nibbana.
That should get you started